+94.2%
ILMN vs FN
+101.0%
-6.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.7% | -9.2% | +0.7% |
| 7D | -9.7% | 0.0% | -9.6% | -9.8% |
| 30D | -20.4% | -34.3% | +13.9% | -16.3% |
| 3M | +10.0% | -39.9% | +49.9% | +16.4% |
| 6M | +49.5% | -51.8% | +101.3% | +61.4% |
| YTD | +62.5% | -28.1% | +90.6% | +60.2% |
| 1Y | +76.0% | -29.1% | +105.1% | +73.1% |
| 3Y | +94.2% | +102.4% | -8.3% | +25.8% |
| All | +94.2% | +101.0% | -6.8% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling